+65.8%
FDX vs CP
+17.1%
+48.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | +3.8% | +0.2% | +3.6% | +3.5% |
| 3M | -1.3% | +2.6% | -3.9% | -3.0% |
| 6M | +5.0% | +6.0% | -0.9% | +1.3% |
| YTD | +39.6% | +24.9% | +14.7% | +23.0% |
| 1Y | +81.1% | +20.1% | +61.0% | +62.7% |
| All | +65.8% | +17.1% | +48.7% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling